PREVIEW / futures_5min / 2017-08-14

all futures 5-min files

  file:    by_date/futures_5min/2017/2017-08-14.parquet
  size:    235 KB
  rows:    15,004

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2017-08-14 00:00:00	ES	Futures	2677.9	2677.9	2677.63	2677.9	300.0
2017-08-14 00:05:00	ES	Futures	2677.63	2677.9	2677.63	2677.63	255.0
2017-08-14 00:10:00	ES	Futures	2677.63	2677.9	2677.63	2677.63	77.0
2017-08-14 00:15:00	ES	Futures	2677.9	2678.18	2677.63	2678.18	212.0
2017-08-14 00:20:00	ES	Futures	2678.18	2678.18	2677.9	2677.9	30.0
2017-08-14 00:25:00	ES	Futures	2677.9	2678.18	2677.63	2677.63	242.0
2017-08-14 00:30:00	ES	Futures	2677.63	2677.9	2677.63	2677.63	35.0
2017-08-14 00:35:00	ES	Futures	2677.63	2677.63	2677.36	2677.36	360.0
2017-08-14 00:40:00	ES	Futures	2677.63	2677.63	2677.36	2677.36	106.0
2017-08-14 00:45:00	ES	Futures	2677.08	2677.36	2676.81	2677.08	502.0
2017-08-14 00:50:00	ES	Futures	2677.08	2677.36	2677.08	2677.08	113.0
2017-08-14 00:55:00	ES	Futures	2677.08	2677.08	2676.81	2677.08	436.0
2017-08-14 01:00:00	ES	Futures	2676.81	2677.08	2676.81	2676.81	305.0
2017-08-14 01:05:00	ES	Futures	2676.81	2676.81	2676.54	2676.54	393.0
2017-08-14 01:10:00	ES	Futures	2676.54	2677.08	2676.54	2676.81	527.0
2017-08-14 01:15:00	ES	Futures	2676.81	2677.08	2676.81	2676.81	33.0
2017-08-14 01:20:00	ES	Futures	2677.08	2677.36	2676.81	2677.08	152.0
2017-08-14 01:25:00	ES	Futures	2676.81	2677.08	2676.54	2676.81	138.0
2017-08-14 01:30:00	ES	Futures	2676.81	2676.81	2676.26	2676.26	283.0
2017-08-14 01:35:00	ES	Futures	2676.26	2676.54	2676.26	2676.54	296.0
2017-08-14 01:40:00	ES	Futures	2676.54	2677.36	2676.54	2677.36	602.0
2017-08-14 01:45:00	ES	Futures	2677.08	2677.36	2676.81	2677.08	277.0
2017-08-14 01:50:00	ES	Futures	2677.08	2677.08	2676.54	2676.54	569.0
2017-08-14 01:55:00	ES	Futures	2676.81	2676.81	2676.26	2676.54	634.0
2017-08-14 02:00:00	ES	Futures	2676.54	2678.18	2676.54	2678.18	1541.0
2017-08-14 02:05:00	ES	Futures	2677.9	2678.18	2677.08	2678.18	1764.0
2017-08-14 02:10:00	ES	Futures	2678.18	2678.45	2677.63	2678.45	1805.0
2017-08-14 02:15:00	ES	Futures	2678.45	2678.45	2677.63	2677.9	753.0
2017-08-14 02:20:00	ES	Futures	2677.9	2677.9	2677.36	2677.9	716.0
2017-08-14 02:25:00	ES	Futures	2677.63	2678.45	2677.63	2677.9	913.0
2017-08-14 02:30:00	ES	Futures	2677.9	2678.18	2677.63	2678.18	578.0
2017-08-14 02:35:00	ES	Futures	2678.18	2678.45	2677.36	2677.63	729.0
2017-08-14 02:40:00	ES	Futures	2677.36	2677.63	2677.36	2677.36	771.0
2017-08-14 02:45:00	ES	Futures	2677.63	2677.9	2677.63	2677.63	499.0
2017-08-14 02:50:00	ES	Futures	2677.9	2677.9	2677.63	2677.9	582.0
2017-08-14 02:55:00	ES	Futures	2677.9	2677.9	2677.63	2677.9	379.0
2017-08-14 03:00:00	ES	Futures	2677.63	2677.9	2677.36	2677.63	1588.0
2017-08-14 03:05:00	ES	Futures	2677.63	2679.82	2677.08	2679.82	7794.0
2017-08-14 03:10:00	ES	Futures	2679.54	2680.91	2679.27	2680.64	4867.0
2017-08-14 03:15:00	ES	Futures	2680.64	2680.91	2680.36	2680.91	3387.0
2017-08-14 03:20:00	ES	Futures	2680.91	2681.73	2680.64	2681.18	3921.0
2017-08-14 03:25:00	ES	Futures	2681.18	2682.28	2680.36	2681.73	3419.0
2017-08-14 03:30:00	ES	Futures	2681.73	2683.37	2681.73	2682.28	4890.0
2017-08-14 03:35:00	ES	Futures	2682.28	2682.28	2681.18	2681.46	3785.0
2017-08-14 03:40:00	ES	Futures	2681.46	2682.0	2681.18	2681.73	2023.0
2017-08-14 03:45:00	ES	Futures	2681.73	2683.37	2681.73	2683.37	2832.0
2017-08-14 03:50:00	ES	Futures	2683.37	2684.74	2683.1	2684.74	5022.0
2017-08-14 03:55:00	ES	Futures	2684.46	2684.74	2683.92	2684.19	4591.0
2017-08-14 04:00:00	ES	Futures	2684.46	2684.46	2683.64	2683.64	3955.0
2017-08-14 04:05:00	ES	Futures	2683.92	2683.92	2682.55	2682.55	2502.0

> showing 50 of 15,004 rows — these rows as CSV

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